+191.0%
IONQ vs RIG
-24.1%
+215.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.7% | +20.7% | +22.5% |
| 7D | +8.6% | -24.5% | +33.1% | +19.0% |
| 30D | -21.1% | -2.8% | -18.3% | -20.9% |
| 3M | -17.9% | +1.6% | -19.4% | -19.8% |
| 6M | -37.9% | -15.9% | -22.1% | -35.9% |
| YTD | -27.3% | +26.9% | -54.2% | -39.1% |
| 1Y | -43.2% | +34.4% | -77.6% | -53.6% |
| 3Y | +191.0% | -21.2% | +212.2% | +176.7% |
| All | +191.0% | -24.1% | +215.0% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling